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>
> Subject: Cooper
> Date: Fri, 09 Jul 1999 13:51:01 +0200
> From: KD <debkow@xxxxxxxxxx>
> To: omega-list@xxxxxxxxxx
>
> Does anyone have a code for Jeff Cooper's 5 Day Momentum?
> Is it possible to look at it?
>
> Thanks and best regards,
> KD
Luckily for you, Jeff Cooper *SELLS* code that
implements his method. You can find it at
http://www.mgordonpub.com/
by clicking the thing on the left that says "Trading Software".
Here is the blurb:
%
% The 5 Day Momentum Method Trading Software
%
% An add-on module for Omega TradeStation and SuperCharts 4.0
% (Metastock is in the works. This software identifies for you
% daily all the 5 Day Momentum Method set-ups for the upcoming
% day.
%
% $ 75 +$ 4 (Shipping US)
%
I have purchased this product. Am I willing to
"pirate" the product? No. The code was written by
Stuart Okorovsky, an Omega Solutions Provider who
advertises in TASC and other places. I think he
used to post to the Omega-List too. Unlike Cooper's
book, Okorovsky's code is crystal-clear on all relevant
details of the algorithm. (e.g. from reading the
book, how many bars should be used in the DMI
calculations? it ain't clear)
I re-coded it in the "C" programming language so
I could get it to run quickly on my database of >20,000
stock symbols (TechTools datafeed). After doing a
historical backtest on all stocks, I winnowed down
the universe to just 71 stocks, to be squirted
through the system every day. Even with this
restricted list of only 71 stocks, there have been
times in the past when the system had positions
in >30 of these 71 stocks simultaneously. Friggin
margin requirements.... :-)
--
Mark Johnson Silicon Valley, California mark@xxxxxxxxxxxx
"... The world will little note, nor long remember, what we
say here..." -- Abraham Lincoln, "The Gettysburg Address"
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